Monotonicity in a Markov Decision Process

DOI10.1287/MOOR.13.1.65MaRDI QIDQ3790966zbMATH OpenOpenAlexFDO

Authors Arthur O. Pittenger

Publication date 1988

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.13.1.65

zbMATH Keywords

collective sequential testingMarkov decision processmonotone optimal policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(5)

• Monotone Case for an Extended Process
• Structural Properties of Stochastic Dynamic Programs
• How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?
• Monotonic properties for a sequential decision problem with partial maintenance on a Markov process
• Monotonicity of minimizers in optimization problems with applications to Markov control processes

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